首次为组合贝叶斯采样提供最坏情况下的理论保证,显著提升实际性能。
Worst-Case Regret Bounds for Combinatorial Thompson Sampling in Sleeping Semi-Bandits

- 提出新算法CL-SG,通过共享高斯种子协调多臂探索
- 理论证明其后悔上界为˜O(√(mNT)),与下界匹配
- 在真实数据集上优于现有基线,适合动态资源调度场景
本文重新研究组合贝叶斯采样(CTS)在睡眠半盲博弈中的应用,其中臂的可用性随时间变化且动作需满足组合约束,如链路波动的无线网状路由。尽管具有实际意义,传统CTS长期存在三大问题:(i) 半盲设置下缺乏最坏情况后悔界,即使无睡眠臂;(ii) 面对对抗性可用性变化时无理论支持;(iii) 使用高斯先验的CTS-G表现持续不佳。本文首次为CTS-G提供最坏情况后悔分析,证明上界为˜O(m√(NT)),并给出匹配的下界˜Ω(m√(NT))。为弥合理论与实践差距,进一步提出CL-SG——一种每轮仅采样一个共享高斯种子的简化变体,实现˜O(√(mNT))的改进后悔界,并有匹配下界Ω(√(mNT))。实验在真实数据集上显示CL-SG持续优于强基线(如CTS-G、CTS-B),代码已开源。
原文摘要 · Abstract (English)
We revisit combinatorial Thompson sampling (CTS) for semi-bandits with sleeping arms, where arm availability varies over time and actions must satisfy combinatorial constraints, as in wireless mesh routing with fluctuating link availability. Despite its practical relevance, CTS has been hindered by several long-standing problems: (i) the absence of worst-case regret guarantees in the semi-bandit setting even without sleeping arms, (ii) the lack of theory under adversarially varying availability, and (iii) the consistently weak empirical performance of CTS with Gaussian priors (CTS-G). This paper resolves these long-standing issues by providing the first worst-case regret analysis of CTS-G, proving an upper bound of $\tilde{O}(m\sqrt{NT})$ and a matching lower bound of $\tildeΩ(m\sqrt{NT})$. To bridge the gap between theory and practice, we further propose CL-SG, a simple CTS-G variant that samples a single shared Gaussian seed each round to coordinate exploration across arms. We show that CL-SG achieves an improved regret bound of $\tilde{O}(\sqrt{mNT})$, together with a matching lower bound $Ω(\sqrt{mNT})$. Experiments on real-world datasets demonstrate that CL-SG consistently outperforms strong baselines including CTS-G and CTS-B, and we open-source our implementation for reproducibility.
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